Very few shows have made me laugh this hard in a 22-minute time frame. Even fewer shows have created "Back to the Future" parodies that don't completely suck ass. "Roswell That Ends Well" is an excerpt of brilliance, and quite possibly the greatest achievement on the comedy side of the series' spectrum.
When things go haywire onboard the Planet Express, the entire crew is sucked into a space vortex that sends them back in time to the year 1947. The ship crash lands at Roswell Air Base, without any power source to bring them back to the future. While Leela and Farnworth look for methods of repairing the ship, Dr. Zoidberg and Bender are taken hostage by Roswell military soldiers, and Fry runs off to search for his grandfather at the training camp. Thus, three separate plots develop, yet all of which tie together beautifully without any disjointed problems. Fry's plot has the most emphasis, where he helps his grandfather escape from Roswell base, whether he likes it or not. Fry leaves him at a run-down shack in the middle of a wasteland in order to run to town, but it turns out the wasteland is a bomb testing site, and his grandfather is blown to smitherines.
Worried that the death of his grandfather means he'll cease to exist in the future, as "existing is bacically all I do", he runs into a local diner, only to be turned on by a local woman. She invites him over to her house for the night, where she bunks with him. The next morning, Farnsworth discovers Fry, who realizes that this woman is actually Fry's grandmother!
Fry: "Aaah! It's impossible! I mean, if she's my grandmother, then who's my grandfather?"
Farnsworth: "Isn't is obvious? YOU ARE!"
Fry: "Aaaah! Aaaaaah! AAAAAAAAAAH!"
At this point, the gang doesn';t even care about screwing over history anymore, and tracks down Bender and Zoidberg, who are being exposed to several government tests and interrogations. Zoidberg is retrieved, but Bender has to be left behind due to time constraints on the space vortex back into the future. Then, over 1000 years later, Bender is redicovered deep beneath the former site of Roswell, with a few "adjustments", so to speak.